An overview of representation theorems for static risk measures (Q1042990)
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scientific article; zbMATH DE number 5643462
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| English | An overview of representation theorems for static risk measures |
scientific article; zbMATH DE number 5643462 |
Statements
An overview of representation theorems for static risk measures (English)
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7 December 2009
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Choquet integral
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(concave) distortion
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law-invariant
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risk measure
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stochastic orders
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0.8553548455238342
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0.8196014165878296
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0.8140387535095215
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0.8115507960319519
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